+147.4%
URI vs TECK
+66.4%
+81.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | -9.8% | -0.2% | -9.5% | -9.7% |
| 30D | +1.7% | -7.5% | +9.3% | +4.0% |
| 3M | -9.1% | -8.4% | -0.6% | -6.9% |
| 6M | +9.9% | -2.2% | +12.1% | +9.0% |
| YTD | +31.2% | +26.8% | +4.4% | +17.5% |
| 1Y | +25.9% | +46.5% | -20.6% | +6.9% |
| 3Y | +147.4% | +69.0% | +78.4% | +83.4% |
| All | +147.4% | +66.4% | +81.0% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling